The centre played a full part in the decisive 41-16 triumph in Sydney, taking his tally of minutes on the tour to a stunning 503.
The 25-year-old was one of ten Welshmen selected by coach Warren Gatland for that clash but the Scarlets star admits he never contemplated playing such a pivotal role prior to embarking on the trip.
"That was the dream (to play in all three Tests), he said. "Beforehand, everyone was talking about this being the best rugby environment you could experience, and it's lived up to that for me.
"It's been shown how important the Lions are to everyone in the game and I feel humble to have been a part of it.
"But the main thing from a player's perspective is delivering under pressure, and that's something I've been working on over the last few years."
It helped having Jamie Roberts alongside him at the ANZ Stadium, the duo being Wales' most capped centre combination - overtaking a previous British & Irish Lions duo of Steve Fenwick and Ray Gravell.
But Davies paid tribute to the focus of the entire squad in helping them to prepare for the final game.
"What struck me most was the attitude in training from the players who weren't in the squad and wouldn't be involved," added Davies.
"They're the ones who make the sessions, who do as much as anyone to prepare us as a team.
"If they can deliver a high standard having learnt that they're not playing, those who have been picked have no choice but to work at a high standard, too."